Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1247592.4898 | 1179420.8776 | 68171.6122 | 34147743.3222 | 33565686.7678 | 582056.5544 |
Total P&L (%) | 1247.5925 | 1179.4209 | 68.1716 | 34147.7433 | 33565.6868 | 582.0566 |
Avg Daily Profit (%) | 0.672 | 0.6353 | 0.0367 | 0.3149 | 0.3139 | 0.1035 |
Buy And Hold Return (%) | 7635.5549 | 7635.5549 | 7635.5549 | 7635.5549 | 7635.5549 | 7635.5549 |
Max Trade Drawdown | -90684 | -75684 | -127947 | -13793384 | -11763274 | -12436698 |
Profit Factor | 2.8349 | 4.365 | 1.2069 | 1.6107 | 2.093 | 1.0231 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Losing Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Profitability (%) | 45.4545 | 48.3333 | 42.623 | 45.4545 | 48.3333 | 42.623 |
Ratio Avg Win / Avg Loss | 3.4019 | 4.6661 | 1.6247 | 1.9328 | 2.2373 | 1.3772 |
Largest Winning Trade | 473589 | 473589 | 61599 | 12480330 | 12480330 | 10270442 |
Largest Losing Trade | -36632 | -36632 | -32273 | -7707104 | -7707104 | -5242147 |
Avg Bars in Trades | 60 | 58 | 61 | 60 | 58 | 61 |
Avg Bars in Winners | 91 | 83 | 100 | 91 | 83 | 100 |
Avg Bars in Losers | 34 | 35 | 32 | 34 | 35 | 32 |
Bars Traded | 7277 | 3522 | 3755 | 7277 | 3522 | 3755 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149740 | -316518 | -473823 | 317493 | -158707 | -580160 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 34, "offset": 0, "multiplier": 3.35719 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 34, "offset": 0, "multiplier": 3.35719 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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